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Small Sample Properties of a Class of Two Stage Aitken Estimators

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  • Taylor, William E

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  • Taylor, William E, 1977. "Small Sample Properties of a Class of Two Stage Aitken Estimators," Econometrica, Econometric Society, vol. 45(2), pages 497-508, March.
    • Handle: RePEc:ecm:emetrp:v:45:y:1977:i:2:p:497-508
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    Cited by:

    1. Atanu Saha & Arthur Havenner & Hovav Talpaz, 1997. "Stochastic production function estimation: small sample properties of ML versus FGLS," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 459-469.
    2. Çetin, Ahmet Burak, 2019. "The Effect of Economic and Political Institutions on Economic Growth: The Case of Developed Countries and Emerging Market Economies," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 4(2), pages 1-31, December.
    3. Bekker, Paul & Leertouwer, Erik, 2000. "Exact inference for the linear model with groupwise heteroscedastic spherical disturbances," CCSO Working Papers 200008, University of Groningen, CCSO Centre for Economic Research.
    4. Paul A. Bekker & E. C. Leertouwer, 2000. "Exact Inference for the Linear Model with Groupwise Heteroscedasticity," Econometric Society World Congress 2000 Contributed Papers 1760, Econometric Society.
    5. Binkley, James K., 1988. "Estimation of Variances in the Grouped Heteroskedasticity Model," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270202, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
    7. Bekker, Paul A., 2002. "Exact inference for the linear model with groupwise heteroscedastic spherical disturbances," Journal of Econometrics, Elsevier, vol. 111(2), pages 285-302, December.
    8. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    9. Kubokawa, Tatsuya, 1998. "Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 169-189, November.
    10. Ozcam, Ahmet & Judge, George, 1988. "The Analytical Risk of a Two Stage Pretest Estimator in the Case of Possible Heteroscedasticity," CUDARE Working Papers 198478, University of California, Berkeley, Department of Agricultural and Resource Economics.
    11. repec:dgr:rugccs:200008 is not listed on IDEAS

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